+624.3%
ADI vs W
+162.6%
+461.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | +2.6% | +5.9% | -3.3% | +1.6% |
| 30D | -4.6% | -3.0% | -1.6% | -4.2% |
| 3M | -9.5% | +40.3% | -49.8% | -15.6% |
| 6M | +14.8% | +32.2% | -17.4% | +7.3% |
| YTD | +35.8% | -0.3% | +36.1% | +32.1% |
| 1Y | +48.9% | +16.2% | +32.8% | +39.5% |
| 3Y | +115.6% | +40.7% | +74.8% | +81.8% |
| 5Y | +135.1% | -62.3% | +197.4% | +117.0% |
| All | +624.3% | +162.6% | +461.7% | +331.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded W wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling